Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-05-04 0.436806 0.484056 0.536563 0.599679 0.674088 0.759773 0.867018
2025-05-11 0.387688 0.449667 0.523398 0.619042 0.742087 0.898370 1.117607
2025-05-18 0.339550 0.406328 0.489638 0.603855 0.760858 0.976494 1.309744
2025-05-25 0.300540 0.368089 0.455436 0.580434 0.761634 1.027306 1.474412
2025-06-01 0.279004 0.349214 0.443137 0.583263 0.797477 1.133599 1.754468
2025-06-08 0.267689 0.342243 0.445383 0.605893 0.865282 1.303422 2.204201
2025-06-15 0.253571 0.329702 0.437901 0.612215 0.907422 1.439347 2.647319
2025-06-22 0.238812 0.314763 0.425098 0.608027 0.930392 1.545141 3.075888
2025-06-29 0.225981 0.301469 0.413303 0.603615 0.951600 1.652202 3.566307
2025-07-06 0.210907 0.283716 0.393062 0.582584 0.938407 1.683926 3.871384
2025-07-13 0.204475 0.278441 0.391775 0.593661 0.988222 1.868012 4.771022
2025-07-20 0.198210 0.272914 0.389497 0.602510 1.034958 2.059886 5.884243
2025-07-27 0.190388 0.264725 0.382646 0.603100 1.066615 2.230835 7.154815
2025-08-03 0.184069 0.258486 0.378512 0.608264 1.109451 2.450215 9.016686
2025-08-10 0.173703 0.245160 0.361393 0.586612 1.087478 2.473575 9.857256
2025-08-17 0.163494 0.231590 0.343039 0.560907 1.052334 2.447132 10.378718
2025-08-24 0.158411 0.226112 0.338356 0.561961 1.081949 2.642343 12.980014
2025-08-31 0.156702 0.226042 0.343089 0.582526 1.164235 3.060767 19.260994
2025-09-07 0.152870 0.222196 0.340754 0.588051 1.208890 3.368337 26.495812
2025-09-14 0.147955 0.216263 0.334217 0.583875 1.226504 3.578428 34.332281
2025-09-21 0.143354 0.210648 0.327918 0.579601 1.243245 3.797710 45.484336
2025-09-28 0.137013 0.201781 0.315086 0.559703 1.211434 3.776140 50.314999
2025-10-05 0.134889 0.200113 0.315681 0.570127 1.272045 4.253059 86.549150